Julio D. Backhoff Veraguas

According to our database, Julio D. Backhoff Veraguas authored at least 5 papers between 2016 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

Stochastic Control of Optimized Certainty Equivalents.

Julio D. Backhoff Veraguas, A. Max Reppen, Ludovic Tangpi

SIAM J. Financial Math., September, 2022

2021

Cournot-Nash Equilibrium and Optimal Transport in a Dynamic Setting.

Beatrice Acciaio, Julio D. Backhoff Veraguas, Junchao Jia

SIAM J. Control. Optim., 2021

2019

Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective.

Beatrice Acciaio, Julio D. Backhoff Veraguas, René Carmona

SIAM J. Control. Optim., 2019

2018

Bayesian Learning with Wasserstein Barycenters.

Gonzalo Rios, Julio D. Backhoff Veraguas, Joaquín Fontbona, Felipe A. Tobar

CoRR, 2018

2016

Robust Utility Maximization without Model Compactness.

Julio D. Backhoff Veraguas, Joaquín Fontbona

SIAM J. Financial Math., 2016